+54.5%
ADI vs ETR
+21.8%
+32.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +4.9% |
| 7D | +4.6% | -1.8% | +6.4% | +5.0% |
| 30D | -1.2% | -1.8% | +0.6% | -0.8% |
| 3M | -7.8% | -3.6% | -4.2% | -7.3% |
| 6M | +19.3% | +2.6% | +16.7% | +18.5% |
| YTD | +40.9% | +16.0% | +24.9% | +36.0% |
| 1Y | +54.5% | +20.1% | +34.4% | +47.4% |
| All | +54.5% | +21.8% | +32.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling